Gauss--Hermite Quadrature for the Bromwich Integral
From MaRDI portal
Publication:5233117
DOI10.1137/18M1196273zbMath1420.65134WikidataQ127243509 ScholiaQ127243509MaRDI QIDQ5233117
Publication date: 16 September 2019
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Numerical methods for integral transforms (65R10) Numerical quadrature and cubature formulas (65D32)
Related Items (4)
A contour method for time-fractional PDEs and an application to fractional viscoelastic beam equations ⋮ \(khp\)-adaptive spectral projection based discontinuous Galerkin method for the numerical solution of wave equations with memory ⋮ Computing Semigroups with Error Control ⋮ A spectral projection based method for the numerical solution of wave equations with memory
Uses Software
Cites Work
- Unnamed Item
- On the numerical inversion of the Laplace transform of certain holomorphic mappings
- Talbot quadratures and rational approximations
- An improved Talbot method for numerical Laplace transform inversion
- Gaussian quadrature formulas for the numerica l integration of Bromwich's integral and the inversion of the Laplace transform
- Numerical methods for Laplace transform inversion
- Fast computation of Gauss quadrature nodes and weights on the whole real line
- The Exponentially Convergent Trapezoidal Rule
- A Contour Integral Method for the Black–Scholes and Heston Equations
- Orthogonal Polynomials Arising in the Numerical Evaluation of Inverse Laplace Transforms
- Convergence Properties of Gaussian Quadrature Formulae
- Parabolic and hyperbolic contours for computing the Bromwich integral
- A Spectral Order Method for Inverting Sectorial Laplace Transforms
- The Accurate Numerical Inversion of Laplace Transforms
- On the numerical inversion of Laplace transforms
- Asymptotic Approximations to the Nodes and Weights of Gauss–Hermite and Gauss–Laguerre Quadratures
- Improved contour integral methods for parabolic PDEs
- Optimizing Talbot’s Contours for the Inversion of the Laplace Transform
- Estimation of errors in the numerical quadrature of analytic functions
- Asymptotic Estimates of Fourier Coefficients
- A Unified Approach to Quadrature Rules with Asymptotic Estimates of Their Remainders
This page was built for publication: Gauss--Hermite Quadrature for the Bromwich Integral